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Trade: SNX/USDT/60/MIDPRICE/T3/5129

Strategy
SNX/USDT/60/MIDPRICE/T3/5129
Pair
SNX_USDT
Interval
1h
Score
312890
Daily Profit
0.159766
Profit Factor
1.207115
Profitability
58.270677
Streak
10.229690
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 15:30
Expiration Time
2025-12-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166423.3851 122771.1551 43652.23 38311.3549 -447.0667 38758.4217
Total P&L (%) 166.4234 122.7712 43.6522 38.3114 -0.4471 38.7584
Avg Daily Profit (%) 0.1598 0.1179 0.0419 0.0311 -0.0004 0.0315
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158238 -75398 -94320 -179146 -154975 -134153
Profit Factor 1.2071 1.3252 1.1025 1.0371 0.9991 1.0728
Total Trades 266 133 133 266 133 133
Winning Trades 155 73 82 155 73 82
Losing Trades 111 60 51 111 60 51
Profitability (%) 58.2707 54.8872 61.6541 58.2707 54.8872 61.6541
Ratio Avg Win / Avg Loss 0.8645 1.0892 0.6857 0.7427 0.8212 0.6672
Largest Winning Trade 25570 25435 25570 31057 29605 31057
Largest Losing Trade -42473 -23570 -42473 -76717 -50190 -76717
Avg Bars in Trades 92 80 104 92 80 104
Avg Bars in Winners 77 61 91 77 61 91
Avg Bars in Losers 113 102 126 113 102 126
Bars Traded 24610 10664 13946 24610 10664 13946
Profit Streak 10.2297 33.3547 10.2297 10.2297 33.3547 10.2297
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312890 -33541 -246342 -331491 -578897 -293394
Evaluation Data
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670184000000,
    "first_datapoint_time": 1670731200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760185845270,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.84049
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            166423.385119995,
            122771.15509391,
            43652.230026085,
            38311.3549176967,
            -447.0667362564,
            38758.4216539532
        ],
        [
            166.423385,
            122.771155,
            43.65223,
            38.311355,
            -0.447067,
            38.758422
        ],
        [
            0.159766,
            0.11786,
            0.041906,
            0.031141,
            -0.00043,
            0.031451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158238,
            -75398,
            -94320,
            -179146,
            -154975,
            -134153
        ],
        [
            1.207115,
            1.325203,
            1.102467,
            1.037086,
            0.999106,
            1.07276
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            155,
            73,
            82,
            155,
            73,
            82
        ],
        [
            111,
            60,
            51,
            111,
            60,
            51
        ],
        [
            58.270677,
            54.887218,
            61.654135,
            58.270677,
            54.887218,
            61.654135
        ],
        [
            0.86445,
            1.089208,
            0.685681,
            0.742688,
            0.821183,
            0.667205
        ],
        [
            25570,
            25435,
            25570,
            31057,
            29605,
            31057
        ],
        [
            -42473,
            -23570,
            -42473,
            -76717,
            -50190,
            -76717
        ],
        [
            92,
            80,
            104,
            92,
            80,
            104
        ],
        [
            77,
            61,
            91,
            77,
            61,
            91
        ],
        [
            113,
            102,
            126,
            113,
            102,
            126
        ],
        [
            24610,
            10664,
            13946,
            24610,
            10664,
            13946
        ],
        [
            10.22969,
            33.354691,
            10.229691,
            10.229691,
            33.354691,
            10.229691
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312890,
            -33541,
            -246342,
            -331491,
            -578897,
            -293394
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SNX_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670184000000,
    "first_datapoint_time": 1670731200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760185845270,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 153,
            "offset": 0,
            "a": 0.84049
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)